+112.0%
CF vs BMRN
-33.2%
+145.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -3.2% | -4.2% | +1.1% | -2.9% |
| 30D | +4.3% | +1.5% | +2.8% | +4.2% |
| 3M | +2.8% | -8.8% | +11.6% | +3.3% |
| 6M | +0.6% | +2.6% | -2.0% | +0.3% |
| YTD | +56.6% | -5.7% | +62.4% | +57.0% |
| 1Y | +49.6% | +8.1% | +41.5% | +47.6% |
| 3Y | +61.5% | -26.5% | +88.0% | +63.7% |
| All | +112.0% | -33.2% | +145.2% | +118.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BMRN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling